"We haven't really found out yet what's gone on but we're so relieved to have her home," her elder sister Sarah Doody told the Herald, who thanked the New Zealand Indian community for all its support.
"For a while there, I didn't think we were going to get her back. It's been a rough 10 days or so."
Doody flew to northern India via Guangzhou on March 16, travelling as Kathleen Gray-Anttal, to be reunited with her boyfriend, Gurdeep Singh, aka Garry Anttal. She had fallen $50,000 into debt when she was with her boyfriend in New Zealand.
Singh left New Zealand on December 17 last year, Immigration New Zealand (INZ) confirmed.
Doody's Christchurch family said the naive, innocent woman, who is on the autism spectrum and suffers from dyspraxia, would be terrified without her support network.
They were so concerned she would leave for India that they had earlier succeeded in getting a court-imposed travel ban on her original passport.
After the family filed a missing persons report last month, New Zealand police told them two weeks ago that Doody had left the country and was now in India.
Doody's phone was switched off and her Facebook account disabled.
Doody met Singh in Christchurch two years ago, her family says. They soon entered into a relationship and after a fortnight had moved in together.
Singh variously worked in a fast-food pizza outlet, as a courier and delivery driver.
"At the start of the relationship, Garry told her he was a billionaire and that Maroon 5 would play at their wedding," said 26-year-old Sarah Doody earlier.
"Jessica believed in this amazing fantasy life they would have and became very isolated from us and was soon racking up debt."
Doody, who worked as a hotel cleaner, bought two cars and covered the couple's rent, her family say.
When Singh asked Doody to travel to India with him for a holiday, her family rejected the idea. They wanted a family member to accompany Doody, who takes antidepressants, seizure medication and mood stabilisers, and suffers from irritable bowel syndrome.
Eventually, they got a court-imposed travel ban to block Doody from leaving the country.
They also started the legal process to gain power of attorney and property rights over Doody, worried that she was getting into financial strife.
When Singh left New Zealand last December, Doody was distraught.
She cut ties with her family before her father found her at an ex-boyfriend's house where she had suitcases packed and "ready to go".
"We couldn't do anything as she is an adult," Sarah said.
Her father Craig Doody, a broker from Christchurch, flew to India to search for her.
On Thursday, local police officers visited his hotel to say his daughter had been found.
He was allowed a short meeting with her at a Patiala police station where Jessica told her father she wanted nothing to do with him and that she was happy in India. She said she was being well cared for and had been living at Singh's parents.
Craig Doody feared his daughter had been "brainwashed" and was worried for her safety.
The Ministry of Foreign Affairs and Trade says it has been providing consular assistance to Doody's family.